Korelasyon Matrisi
fon büyüklüğüne göre en büyük 15 fon arası Pearson korelasyonu (son 1 yıl günlük getiriler). Yüksek pozitif (yeşil) → birlikte hareket ediyor. Negatif (kırmızı) → ters. Düşük korelasyonlu fonlar portföy çeşitlendirmesi için aranır.
| VGA | GRO | GEV | TI1 | PAL | ONS | TP2 | GTL | AMZ | TLY | FPZ | GAL | EUZ | YP4 | ILH | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VGA | 1.00 | 0.01 | 0.94 | -0.04 | 0.01 | 0.01 | -0.04 | -0.03 | 0.97 | 0.07 | 0.00 | -0.03 | 0.30 | 0.00 | -0.08 |
| GRO | 0.01 | 1.00 | -0.01 | -0.20 | 1.00 | 1.00 | -0.22 | -0.20 | -0.01 | 0.11 | 1.00 | -0.19 | 0.20 | 1.00 | -0.19 |
| GEV | 0.94 | -0.01 | 1.00 | -0.06 | -0.01 | -0.01 | -0.07 | -0.05 | 0.98 | 0.07 | -0.02 | -0.04 | 0.30 | -0.02 | -0.10 |
| TI1 | -0.04 | -0.20 | -0.06 | 1.00 | -0.21 | -0.19 | 0.98 | 0.99 | -0.06 | -0.06 | -0.19 | 0.99 | -0.12 | -0.20 | 0.99 |
| PAL | 0.01 | 1.00 | -0.01 | -0.21 | 1.00 | 1.00 | -0.24 | -0.21 | -0.01 | 0.11 | 1.00 | -0.21 | 0.21 | 1.00 | -0.21 |
| ONS | 0.01 | 1.00 | -0.01 | -0.19 | 1.00 | 1.00 | -0.22 | -0.19 | -0.01 | 0.11 | 1.00 | -0.19 | 0.20 | 1.00 | -0.18 |
| TP2 | -0.04 | -0.22 | -0.07 | 0.98 | -0.24 | -0.22 | 1.00 | 0.98 | -0.06 | -0.08 | -0.21 | 0.98 | -0.14 | -0.22 | 0.97 |
| GTL | -0.03 | -0.20 | -0.05 | 0.99 | -0.21 | -0.19 | 0.98 | 1.00 | -0.05 | -0.06 | -0.19 | 0.99 | -0.11 | -0.20 | 0.98 |
| AMZ | 0.97 | -0.01 | 0.98 | -0.06 | -0.01 | -0.01 | -0.06 | -0.05 | 1.00 | 0.06 | -0.02 | -0.04 | 0.31 | -0.01 | -0.10 |
| TLY | 0.07 | 0.11 | 0.07 | -0.06 | 0.11 | 0.11 | -0.08 | -0.06 | 0.06 | 1.00 | 0.11 | -0.07 | 0.11 | 0.11 | -0.06 |
| FPZ | 0.00 | 1.00 | -0.02 | -0.19 | 1.00 | 1.00 | -0.21 | -0.19 | -0.02 | 0.11 | 1.00 | -0.19 | 0.20 | 1.00 | -0.18 |
| GAL | -0.03 | -0.19 | -0.04 | 0.99 | -0.21 | -0.19 | 0.98 | 0.99 | -0.04 | -0.07 | -0.19 | 1.00 | -0.10 | -0.19 | 0.97 |
| EUZ | 0.30 | 0.20 | 0.30 | -0.12 | 0.21 | 0.20 | -0.14 | -0.11 | 0.31 | 0.11 | 0.20 | -0.10 | 1.00 | 0.20 | -0.18 |
| YP4 | 0.00 | 1.00 | -0.02 | -0.20 | 1.00 | 1.00 | -0.22 | -0.20 | -0.01 | 0.11 | 1.00 | -0.19 | 0.20 | 1.00 | -0.19 |
| ILH | -0.08 | -0.19 | -0.10 | 0.99 | -0.21 | -0.18 | 0.97 | 0.98 | -0.10 | -0.06 | -0.18 | 0.97 | -0.18 | -0.19 | 1.00 |